Soak the raisins in the rum overnight.
Preheat the oven to 190°C/375°F; line 18 muffin pans with paper cases.
Drain raisins, reserving rum. Whisk flour, sugar, baking powder, baking soda, salt and nutmeg in a large bowl. Cut in butter until coarse meal forms – I rubbed it in the dry ingredients using my fingertips. Mix in raisins.
In a small bowl or jar, whisk yogurt, egg, vanilla and 2 tablespoons of rum until smooth. Make a well in the center of dry ingredients and pour in mixture. Mix with a fork just until incorporated. Fill muffin pans ¾ full and bake until golden, about 20 minutes.
Let cool and sprinkle with icing sugar.